+917.3%
ISRG vs KWEB
+12.9%
+904.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.8% | +0.8% |
| 7D | -2.0% | -7.8% | +5.8% | +0.1% |
| 30D | +5.6% | -6.4% | +12.0% | +7.5% |
| 3M | +10.5% | -14.6% | +25.1% | +15.4% |
| 6M | +2.6% | -25.0% | +27.7% | +10.7% |
| YTD | -21.7% | -32.7% | +11.0% | -13.3% |
| 1Y | -21.6% | -37.3% | +15.8% | -11.5% |
| 3Y | +57.0% | -5.9% | +62.9% | +53.1% |
| 5Y | +25.0% | -47.1% | +72.1% | +37.2% |
| 10Y | +542.1% | -22.3% | +564.4% | +485.7% |
| All | +917.3% | +12.9% | +904.4% | +784.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KWEB.
Daily Out/Under-Performance
Portfolio return minus KWEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KWEB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded KWEB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling